This was the first orthodox church in Warsaw constructed as a standalone building (before its construction, there were only private chapels). It was built under the direction of Prince Cherkasov, the Tsarist official responsible for internal affairs in the Polish land incorporated into Russia in eighteenth century and for the development of Orthodoxy in this region. The place where the church was built was carefully chosen: it was on the other side of the road from the railway station that connected Warsaw to the central Russian lands. The Orthodox church was to serve the incoming and departing passengers.

Construction started in June 1867. The main architect of the church was a Russian engineer named Palitsyn, while two artists named Vinogradov and Vasiliev made the frescoes inside as well as the magnificent, golden iconostasis. There were plans to install gas lamps inside the church, but the authorities decided to stay with traditional lighting with candles. The tsar's wife, Maria Aleksandrovna, also contributed to the construction by funding some icons for the church. The cathedral was complete after construction period of two years.

After Poland regained its independence in 1918, the new government started a large-scaled program against Orthodoxy in Poland, in which the government planned to make the country fully Roman Catholic. Most of Orthodox chapels and churches in Poland were destroyed. Out of almost twenty churches in Warsaw only two were spared, one being the Mary Magdalen cathedral. Thus, the Mary Magdalen cathedral in Warsaw became the most splendid Orthodox church in Poland. In 1921, it was made the Metropolitan's Cathedral.

The Cathedral of Mary Magdalen is located in the Praga Północ district of Warsaw.